henry crun,
We are close but not quite there yet. Which Mobo are you using, what NIC do you have (and is it on a network), and which exact model Modem do you have.
I want to make sure you do not have WOL setup in the BIOS of your Mobo or in the Drivers of your NIC (if the NIC is not integrated into the Mobo).
Take Care,
Richard
P.S. If your Modem is a WinModem, also called Modem for Windows, then it would be worth getting a real Modem (USRobots Performance Pro Modems are excellent) and use the WinModem as a paper weight. (All they are really good for.)